Estimations and Tests in Change-Point Models

DOI10.1142/10757zbMath1416.62015OpenAlexW2751496192MaRDI QIDQ3130444

Odile Pons

Publication date: 22 January 2018

Full work available at URL: https://doi.org/10.1142/10757

zbMATH Keywords

testschange-point modelsestimations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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